Suppose there are n assets which are uncorrelated (they might be n different "wild cat" oil well prospects). You may invest in any one, or in any combination of them. The mean rate of re- turn is the same for each asset, but the variances are different The return on asset i has variance ? for i-1, 2 (a) Describe the efficient set for this situation (b) Write a formula for the minimum-variance point. Express your result in terms of 2